+52.5%
SOXX vs TSEM
+79.9%
-27.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.7% | +5.6% | +0.3% |
| 7D | -13.7% | -23.1% | +9.4% | -4.6% |
| 30D | -23.6% | -40.4% | +16.8% | -7.5% |
| 3M | -16.9% | -37.9% | +21.0% | -2.3% |
| 6M | -2.4% | -30.8% | +28.4% | +10.2% |
| YTD | +49.8% | +26.7% | +23.1% | +35.5% |
| 1Y | +52.5% | +80.5% | -28.0% | +21.5% |
| All | +52.5% | +79.9% | -27.4% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling